-31.9%
SHAK vs VCLT
-0.4%
-31.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.1% |
| 30D | -6.6% | -0.9% | -5.8% | -5.7% |
| 3M | +30.1% | -3.2% | +33.3% | +34.8% |
| 6M | -28.7% | -3.8% | -24.9% | -27.4% |
| YTD | -14.5% | -2.0% | -12.5% | -12.6% |
| 1Y | -31.9% | -0.8% | -31.1% | -32.3% |
| All | -31.9% | -0.4% | -31.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling